+1,346.2%
MRNA vs FICO
+280.9%
+1,065.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.7% | +3.1% | +5.3% |
| 7D | +21.8% | -0.1% | +21.9% | +21.7% |
| 30D | +19.6% | +8.4% | +11.1% | +16.7% |
| 3M | +354.6% | -30.5% | +385.1% | +386.1% |
| 6M | +394.9% | -35.7% | +430.7% | +429.7% |
| YTD | +812.2% | -57.2% | +869.4% | +936.7% |
| 1Y | +996.2% | -58.4% | +1,054.6% | +1,152.9% |
| 3Y | +287.0% | -24.8% | +311.8% | +292.3% |
| 5Y | +13.6% | +79.3% | -65.7% | -0.3% |
| All | +1,346.2% | +280.9% | +1,065.4% | +799.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling